Program Listing for File MDS.hpp

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#ifndef DIMREDTOOLS_INCLUDE_DIMREDTOOLS_MDS_HPP_
#define DIMREDTOOLS_INCLUDE_DIMREDTOOLS_MDS_HPP_

#include "DimRedTools.hpp"
#include <random>
#include <optional>

namespace dim_red {

class MDS {
public:
    MDS(int n_components = 2, int max_iter = 100, double eps = 1e-4, double learning_rate = 0.2,
        int random_state = 0, const std::string &dissimilarity = "euclidean");

    Matrix fitTransform(const Eigen::Ref<const Matrix> &x,
                        std::optional<const Eigen::Ref<const Matrix>> init = std::nullopt);

    Matrix dissimilarity_matrix_;
    double stress_;
    int n_iter_;

private:
    struct Result {
        double stress;
        int n_iter;

        friend bool operator<(const Result &lhs, const Result &rhs) {
            return lhs.stress < rhs.stress;
        }
    };

    Matrix euclideanDistances(const Eigen::Ref<const Matrix> &x) const;

    void validate(const Eigen::Ref<const Matrix> &x,
                  std::optional<const Eigen::Ref<const Matrix>> init);

    Result run(Eigen::Ref<Matrix> x);

    void addGradient(Eigen::Ref<Matrix> x, double step, Matrix *x_new) const;

    double getStress(Eigen::Ref<Matrix> x) const;

    int n_components_;
    int max_iter_;
    double eps_;
    double learning_rate_;
    std::mt19937 random_;
    std::string dissimilarity_;
    double normalizer_;
};

}  // namespace dim_red

#endif  // DIMREDTOOLS_INCLUDE_DIMREDTOOLS_MDS_HPP_